Strategy Tester Report
Relax2(Free)_USDCHF_M30_Ver3.4
| 通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
| 期間 | 30分足(M30) 2008.01.02 06:30 - 2022.01.29 00:30 (2008.01.01 - 2022.01.31) |
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) |
| パラメーター | InputLots=0.01; InputTakeProfitPips=8; InputStopLossPips=0; InputMaxPositions=100; InputMagicNumber=65421; InputComment="Relax2_Free"; InputTPValue=0; InputMaxSpread=2; |
|
| テストバー数 | 174199 | モデルティック数 | 228849482 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | | | | |
|
| 初期証拠金 | 50000.00 | | | スプレッド | 10 |
| 純益 | 30489.72 | 総利益 | 95600.83 | 総損失 | -65111.12 |
| プロフィットファクタ | 1.47 | 期待利得 | 1.08 | | |
| 絶対ドローダウン | 15347.72 | 最大ドローダウン | 24375.87 (41.30%) | 相対ドローダウン | 41.30% (24375.87) |
|
| 総取引数 | 28322 | 売りポジション(勝率%) | 14105 (74.12%) | 買いポジション(勝率%) | 14217 (72.95%) |
| 勝率(%) | 20825 (73.53%) | 負率 (%) | 7497 (26.47%) |
| 最大 | 勝トレード | 1746.21 | 敗トレード | -239.11 |
| 平均 | 勝トレード | 4.59 | 敗トレード | -8.68 |
| 最大 | 連勝(金額) | 38 (2188.67) | 連敗(金額) | 37 (-5126.45) |
| 最大 | 連勝(トレード数) | 5583.60 (10) | 連敗(トレード数) | -5140.37 (31) |
| 平均 | 連勝 | 6 | 連敗 | 2 |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 7201 | 2008.07.18 17:00 | modify | 1432 | 0.01 | 1.02300 | 0.00000 | 1.02370 | |
| 7202 | 2008.07.18 17:00 | modify | 1433 | 0.01 | 1.02110 | 0.00000 | 1.02370 | |
| 7203 | 2008.07.21 11:30 | buy | 1434 | 0.01 | 1.01970 | 0.00000 | 0.00000 | |
| 7204 | 2008.07.21 11:30 | modify | 1431 | 0.01 | 1.02460 | 0.00000 | 1.02290 | |
| 7205 | 2008.07.21 11:30 | modify | 1432 | 0.01 | 1.02300 | 0.00000 | 1.02290 | |
| 7206 | 2008.07.21 11:30 | modify | 1433 | 0.01 | 1.02110 | 0.00000 | 1.02290 | |
| 7207 | 2008.07.21 11:30 | modify | 1434 | 0.01 | 1.01970 | 0.00000 | 1.02290 | |
| 7208 | 2008.07.21 14:02 | t/p | 1431 | 0.01 | 1.02290 | 0.00000 | 1.02290 | -1.65 | 51311.10 |
| 7209 | 2008.07.21 14:02 | t/p | 1432 | 0.01 | 1.02290 | 0.00000 | 1.02290 | -0.09 | 51311.00 |
| 7210 | 2008.07.21 14:02 | t/p | 1433 | 0.01 | 1.02290 | 0.00000 | 1.02290 | 1.77 | 51312.77 |
| 7211 | 2008.07.21 14:02 | t/p | 1434 | 0.01 | 1.02290 | 0.00000 | 1.02290 | 3.13 | 51315.90 |
| 7212 | 2008.07.21 14:30 | buy | 1435 | 0.01 | 1.02250 | 0.00000 | 0.00000 | |
| 7213 | 2008.07.21 14:30 | modify | 1435 | 0.01 | 1.02250 | 0.00000 | 1.02330 | |
| 7214 | 2008.07.21 16:33 | t/p | 1435 | 0.01 | 1.02330 | 0.00000 | 1.02330 | 0.78 | 51316.68 |
| 7215 | 2008.07.21 17:00 | buy | 1436 | 0.01 | 1.02370 | 0.00000 | 0.00000 | |
| 7216 | 2008.07.21 17:00 | modify | 1436 | 0.01 | 1.02370 | 0.00000 | 1.02450 | |
| 7217 | 2008.07.21 17:30 | buy | 1437 | 0.01 | 1.02240 | 0.00000 | 0.00000 | |
| 7218 | 2008.07.21 17:30 | modify | 1436 | 0.01 | 1.02370 | 0.00000 | 1.02385 | |
| 7219 | 2008.07.21 17:30 | modify | 1437 | 0.01 | 1.02240 | 0.00000 | 1.02385 | |
| 7220 | 2008.07.21 19:00 | buy | 1438 | 0.01 | 1.02070 | 0.00000 | 0.00000 | |
| 7221 | 2008.07.21 19:00 | modify | 1436 | 0.01 | 1.02370 | 0.00000 | 1.02307 | |
| 7222 | 2008.07.21 19:00 | modify | 1437 | 0.01 | 1.02240 | 0.00000 | 1.02307 | |
| 7223 | 2008.07.21 19:00 | modify | 1438 | 0.01 | 1.02070 | 0.00000 | 1.02307 | |
| 7224 | 2008.07.21 23:30 | buy | 1439 | 0.01 | 1.01920 | 0.00000 | 0.00000 | |
| 7225 | 2008.07.21 23:30 | modify | 1436 | 0.01 | 1.02370 | 0.00000 | 1.02230 | |
| 7226 | 2008.07.21 23:30 | modify | 1437 | 0.01 | 1.02240 | 0.00000 | 1.02230 | |
| 7227 | 2008.07.21 23:30 | modify | 1438 | 0.01 | 1.02070 | 0.00000 | 1.02230 | |
| 7228 | 2008.07.21 23:30 | modify | 1439 | 0.01 | 1.01920 | 0.00000 | 1.02230 | |
| 7229 | 2008.07.21 23:48 | t/p | 1406 | 0.01 | 1.01704 | 0.00000 | 1.01704 | -12.39 | 51304.29 |
| 7230 | 2008.07.21 23:48 | t/p | 1407 | 0.01 | 1.01704 | 0.00000 | 1.01704 | -9.34 | 51294.95 |
| 7231 | 2008.07.21 23:48 | t/p | 1408 | 0.01 | 1.01704 | 0.00000 | 1.01704 | -7.57 | 51287.38 |
| 7232 | 2008.07.21 23:48 | t/p | 1409 | 0.01 | 1.01704 | 0.00000 | 1.01704 | -5.71 | 51281.67 |
| 7233 | 2008.07.21 23:48 | t/p | 1410 | 0.01 | 1.01704 | 0.00000 | 1.01704 | -0.99 | 51280.68 |
| 7234 | 2008.07.21 23:48 | t/p | 1411 | 0.02 | 1.01704 | 0.00000 | 1.01704 | 0.39 | 51281.08 |
| 7235 | 2008.07.21 23:48 | t/p | 1412 | 0.02 | 1.01704 | 0.00000 | 1.01704 | 2.54 | 51283.62 |
| 7236 | 2008.07.21 23:48 | t/p | 1416 | 0.02 | 1.01704 | 0.00000 | 1.01704 | 4.31 | 51287.93 |
| 7237 | 2008.07.21 23:48 | t/p | 1418 | 0.02 | 1.01704 | 0.00000 | 1.01704 | 6.48 | 51294.42 |
| 7238 | 2008.07.21 23:48 | t/p | 1424 | 0.02 | 1.01704 | 0.00000 | 1.01704 | 11.39 | 51305.81 |
| 7239 | 2008.07.21 23:48 | t/p | 1426 | 0.03 | 1.01704 | 0.00000 | 1.01704 | 23.29 | 51329.10 |
| 7240 | 2008.07.22 00:00 | buy | 1440 | 0.01 | 1.01770 | 0.00000 | 0.00000 | |
| 7241 | 2008.07.22 00:00 | modify | 1436 | 0.01 | 1.02370 | 0.00000 | 1.02154 | |
| 7242 | 2008.07.22 00:00 | modify | 1437 | 0.01 | 1.02240 | 0.00000 | 1.02154 | |
| 7243 | 2008.07.22 00:00 | modify | 1438 | 0.01 | 1.02070 | 0.00000 | 1.02154 | |
| 7244 | 2008.07.22 00:00 | modify | 1439 | 0.01 | 1.01920 | 0.00000 | 1.02154 | |
| 7245 | 2008.07.22 00:00 | modify | 1440 | 0.01 | 1.01770 | 0.00000 | 1.02154 | |
| 7246 | 2008.07.22 01:00 | sell | 1441 | 0.01 | 1.01710 | 0.00000 | 0.00000 | |
| 7247 | 2008.07.22 01:00 | modify | 1441 | 0.01 | 1.01710 | 0.00000 | 1.01630 | |
| 7248 | 2008.07.22 03:30 | buy | 1442 | 0.02 | 1.01690 | 0.00000 | 0.00000 | |
| 7249 | 2008.07.22 03:30 | modify | 1436 | 0.01 | 1.02370 | 0.00000 | 1.02044 | |
| 7250 | 2008.07.22 03:30 | modify | 1437 | 0.01 | 1.02240 | 0.00000 | 1.02044 | |
| 7251 | 2008.07.22 03:30 | modify | 1438 | 0.01 | 1.02070 | 0.00000 | 1.02044 | |
| 7252 | 2008.07.22 03:30 | modify | 1439 | 0.01 | 1.01920 | 0.00000 | 1.02044 | |
| 7253 | 2008.07.22 03:30 | modify | 1440 | 0.01 | 1.01770 | 0.00000 | 1.02044 | |
| 7254 | 2008.07.22 03:30 | modify | 1442 | 0.02 | 1.01690 | 0.00000 | 1.02044 | |
| 7255 | 2008.07.22 04:00 | t/p | 1441 | 0.01 | 1.01630 | 0.00000 | 1.01630 | 0.79 | 51329.89 |
| 7256 | 2008.07.22 06:30 | buy | 1443 | 0.02 | 1.01620 | 0.00000 | 0.00000 | |
| 7257 | 2008.07.22 06:30 | modify | 1436 | 0.01 | 1.02370 | 0.00000 | 1.01968 | |
| 7258 | 2008.07.22 06:30 | modify | 1437 | 0.01 | 1.02240 | 0.00000 | 1.01968 | |
| 7259 | 2008.07.22 06:30 | modify | 1438 | 0.01 | 1.02070 | 0.00000 | 1.01968 | |
| 7260 | 2008.07.22 06:30 | modify | 1439 | 0.01 | 1.01920 | 0.00000 | 1.01968 | |
| 7261 | 2008.07.22 06:30 | modify | 1440 | 0.01 | 1.01770 | 0.00000 | 1.01968 | |
| 7262 | 2008.07.22 06:30 | modify | 1442 | 0.02 | 1.01690 | 0.00000 | 1.01968 | |
| 7263 | 2008.07.22 06:30 | modify | 1443 | 0.02 | 1.01620 | 0.00000 | 1.01968 | |
| 7264 | 2008.07.22 10:00 | sell | 1444 | 0.01 | 1.01670 | 0.00000 | 0.00000 | |
| 7265 | 2008.07.22 10:00 | modify | 1444 | 0.01 | 1.01670 | 0.00000 | 1.01590 | |
| 7266 | 2008.07.22 10:30 | sell | 1445 | 0.01 | 1.01780 | 0.00000 | 0.00000 | |
| 7267 | 2008.07.22 10:30 | modify | 1444 | 0.01 | 1.01670 | 0.00000 | 1.01645 | |
| 7268 | 2008.07.22 10:30 | modify | 1445 | 0.01 | 1.01780 | 0.00000 | 1.01645 | |
| 7269 | 2008.07.22 11:16 | t/p | 1444 | 0.01 | 1.01645 | 0.00000 | 1.01645 | 0.25 | 51330.14 |
| 7270 | 2008.07.22 11:16 | t/p | 1445 | 0.01 | 1.01645 | 0.00000 | 1.01645 | 1.33 | 51331.47 |
| 7271 | 2008.07.22 11:30 | sell | 1446 | 0.01 | 1.01610 | 0.00000 | 0.00000 | |
| 7272 | 2008.07.22 11:30 | modify | 1446 | 0.01 | 1.01610 | 0.00000 | 1.01530 | |
| 7273 | 2008.07.22 14:00 | sell | 1447 | 0.01 | 1.01730 | 0.00000 | 0.00000 | |
| 7274 | 2008.07.22 14:00 | modify | 1446 | 0.01 | 1.01610 | 0.00000 | 1.01590 | |
| 7275 | 2008.07.22 14:00 | modify | 1447 | 0.01 | 1.01730 | 0.00000 | 1.01590 | |
| 7276 | 2008.07.22 14:00 | t/p | 1446 | 0.01 | 1.01590 | 0.00000 | 1.01590 | 0.20 | 51331.67 |
| 7277 | 2008.07.22 14:00 | t/p | 1447 | 0.01 | 1.01590 | 0.00000 | 1.01590 | 1.38 | 51333.05 |
| 7278 | 2008.07.22 14:30 | buy | 1448 | 0.02 | 1.01460 | 0.00000 | 0.00000 | |
| 7279 | 2008.07.22 14:30 | sell | 1449 | 0.01 | 1.01450 | 0.00000 | 0.00000 | |
| 7280 | 2008.07.22 14:30 | modify | 1436 | 0.01 | 1.02370 | 0.00000 | 1.01890 | |
| 7281 | 2008.07.22 14:30 | modify | 1437 | 0.01 | 1.02240 | 0.00000 | 1.01890 | |
| 7282 | 2008.07.22 14:30 | modify | 1438 | 0.01 | 1.02070 | 0.00000 | 1.01890 | |
| 7283 | 2008.07.22 14:30 | modify | 1439 | 0.01 | 1.01920 | 0.00000 | 1.01890 | |
| 7284 | 2008.07.22 14:30 | modify | 1440 | 0.01 | 1.01770 | 0.00000 | 1.01890 | |
| 7285 | 2008.07.22 14:30 | modify | 1442 | 0.02 | 1.01690 | 0.00000 | 1.01890 | |
| 7286 | 2008.07.22 14:30 | modify | 1443 | 0.02 | 1.01620 | 0.00000 | 1.01890 | |
| 7287 | 2008.07.22 14:30 | modify | 1448 | 0.02 | 1.01460 | 0.00000 | 1.01890 | |
| 7288 | 2008.07.22 14:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.01370 | |
| 7289 | 2008.07.22 15:30 | sell | 1450 | 0.01 | 1.01780 | 0.00000 | 0.00000 | |
| 7290 | 2008.07.22 15:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.01535 | |
| 7291 | 2008.07.22 15:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.01535 | |
| 7292 | 2008.07.22 15:30 | t/p | 1436 | 0.01 | 1.01890 | 0.00000 | 1.01890 | -4.70 | 51328.35 |
| 7293 | 2008.07.22 15:30 | t/p | 1437 | 0.01 | 1.01890 | 0.00000 | 1.01890 | -3.43 | 51324.91 |
| 7294 | 2008.07.22 15:30 | t/p | 1438 | 0.01 | 1.01890 | 0.00000 | 1.01890 | -1.76 | 51323.15 |
| 7295 | 2008.07.22 15:30 | t/p | 1439 | 0.01 | 1.01890 | 0.00000 | 1.01890 | -0.28 | 51322.86 |
| 7296 | 2008.07.22 15:30 | t/p | 1440 | 0.01 | 1.01890 | 0.00000 | 1.01890 | 1.18 | 51324.04 |
| 7297 | 2008.07.22 15:30 | t/p | 1442 | 0.02 | 1.01890 | 0.00000 | 1.01890 | 3.93 | 51327.97 |
| 7298 | 2008.07.22 15:30 | t/p | 1443 | 0.02 | 1.01890 | 0.00000 | 1.01890 | 5.30 | 51333.27 |
| 7299 | 2008.07.22 15:30 | t/p | 1448 | 0.02 | 1.01890 | 0.00000 | 1.01890 | 8.44 | 51341.71 |
| 7300 | 2008.07.22 16:00 | buy | 1451 | 0.01 | 1.02050 | 0.00000 | 0.00000 | |
| 7301 | 2008.07.22 16:00 | sell | 1452 | 0.01 | 1.02040 | 0.00000 | 0.00000 | |
| 7302 | 2008.07.22 16:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.01677 | |
| 7303 | 2008.07.22 16:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.01677 | |
| 7304 | 2008.07.22 16:00 | modify | 1451 | 0.01 | 1.02050 | 0.00000 | 1.02130 | |
| 7305 | 2008.07.22 16:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.01677 | |
| 7306 | 2008.07.22 16:55 | t/p | 1451 | 0.01 | 1.02130 | 0.00000 | 1.02130 | 0.78 | 51342.49 |
| 7307 | 2008.07.22 17:00 | buy | 1453 | 0.01 | 1.02130 | 0.00000 | 0.00000 | |
| 7308 | 2008.07.22 17:00 | sell | 1454 | 0.01 | 1.02120 | 0.00000 | 0.00000 | |
| 7309 | 2008.07.22 17:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.01768 | |
| 7310 | 2008.07.22 17:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.01768 | |
| 7311 | 2008.07.22 17:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.01768 | |
| 7312 | 2008.07.22 17:00 | modify | 1453 | 0.01 | 1.02130 | 0.00000 | 1.02210 | |
| 7313 | 2008.07.22 17:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.01768 | |
| 7314 | 2008.07.22 17:03 | t/p | 1453 | 0.01 | 1.02210 | 0.00000 | 1.02210 | 0.78 | 51343.27 |
| 7315 | 2008.07.22 17:30 | buy | 1455 | 0.01 | 1.02320 | 0.00000 | 0.00000 | |
| 7316 | 2008.07.22 17:30 | sell | 1456 | 0.01 | 1.02310 | 0.00000 | 0.00000 | |
| 7317 | 2008.07.22 17:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.01860 | |
| 7318 | 2008.07.22 17:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.01860 | |
| 7319 | 2008.07.22 17:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.01860 | |
| 7320 | 2008.07.22 17:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.01860 | |
| 7321 | 2008.07.22 17:30 | modify | 1455 | 0.01 | 1.02320 | 0.00000 | 1.02400 | |
| 7322 | 2008.07.22 17:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.01860 | |
| 7323 | 2008.07.22 17:39 | t/p | 1455 | 0.01 | 1.02400 | 0.00000 | 1.02400 | 0.78 | 51344.05 |
| 7324 | 2008.07.22 18:00 | buy | 1457 | 0.01 | 1.02420 | 0.00000 | 0.00000 | |
| 7325 | 2008.07.22 18:00 | sell | 1458 | 0.02 | 1.02410 | 0.00000 | 0.00000 | |
| 7326 | 2008.07.22 18:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.01994 | |
| 7327 | 2008.07.22 18:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.01994 | |
| 7328 | 2008.07.22 18:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.01994 | |
| 7329 | 2008.07.22 18:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.01994 | |
| 7330 | 2008.07.22 18:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.01994 | |
| 7331 | 2008.07.22 18:00 | modify | 1457 | 0.01 | 1.02420 | 0.00000 | 1.02500 | |
| 7332 | 2008.07.22 18:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.01994 | |
| 7333 | 2008.07.22 18:04 | t/p | 1457 | 0.01 | 1.02500 | 0.00000 | 1.02500 | 0.78 | 51344.83 |
| 7334 | 2008.07.22 18:30 | buy | 1459 | 0.01 | 1.02760 | 0.00000 | 0.00000 | |
| 7335 | 2008.07.22 18:30 | sell | 1460 | 0.02 | 1.02750 | 0.00000 | 0.00000 | |
| 7336 | 2008.07.22 18:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.02144 | |
| 7337 | 2008.07.22 18:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.02144 | |
| 7338 | 2008.07.22 18:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.02144 | |
| 7339 | 2008.07.22 18:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.02144 | |
| 7340 | 2008.07.22 18:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.02144 | |
| 7341 | 2008.07.22 18:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.02144 | |
| 7342 | 2008.07.22 18:30 | modify | 1459 | 0.01 | 1.02760 | 0.00000 | 1.02840 | |
| 7343 | 2008.07.22 18:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.02144 | |
| 7344 | 2008.07.22 18:33 | t/p | 1459 | 0.01 | 1.02840 | 0.00000 | 1.02840 | 0.78 | 51345.61 |
| 7345 | 2008.07.22 19:00 | buy | 1461 | 0.01 | 1.02830 | 0.00000 | 0.00000 | |
| 7346 | 2008.07.22 19:00 | modify | 1461 | 0.01 | 1.02830 | 0.00000 | 1.02910 | |
| 7347 | 2008.07.22 19:07 | t/p | 1461 | 0.01 | 1.02910 | 0.00000 | 1.02910 | 0.78 | 51346.39 |
| 7348 | 2008.07.22 19:30 | buy | 1462 | 0.01 | 1.03330 | 0.00000 | 0.00000 | |
| 7349 | 2008.07.22 19:30 | sell | 1463 | 0.02 | 1.03320 | 0.00000 | 0.00000 | |
| 7350 | 2008.07.22 19:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.02344 | |